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Autore principale: Jacobs, Bart
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2405.18182
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author Jacobs, Bart
author_facet Jacobs, Bart
contents Drawing (a multiset of) coloured balls from an urn is one of the most basic models in discrete probability theory. Three modes of drawing are commonly distinguished: multinomial (draw-replace), hypergeometric (draw-delete), and Polya (draw-add). These drawing operations are represented as maps from urns to distributions over multisets of draws. The set of urns is a metric space via the Kantorovich distance. The set of distributions over draws is also a metric space, using Kantorovich-over-Kantorovich. It is shown that these three draw operations are all isometries, that is, they exactly preserve the Kantorovich distances. Further, drawing is studied in the limit, both for large urns and for large draws. First it is shown that, as the urn size increases, the Kantorovich distances go to zero between hypergeometric and multinomial draws, and also between Pólya and multinomial draws. Second, it is shown that, as the drawsize increases, the Kantorovich distance goes to zero (in probability) between an urn and (normalised) multinomial draws from the urn. These results are known, but here, they are formulated in a novel metric manner as limits of Kantorovich distances. We call these two limit results the law of large urns and the law of large draws.
format Preprint
id arxiv_https___arxiv_org_abs_2405_18182
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Drawing with Distance
Jacobs, Bart
Logic in Computer Science
Probability
Drawing (a multiset of) coloured balls from an urn is one of the most basic models in discrete probability theory. Three modes of drawing are commonly distinguished: multinomial (draw-replace), hypergeometric (draw-delete), and Polya (draw-add). These drawing operations are represented as maps from urns to distributions over multisets of draws. The set of urns is a metric space via the Kantorovich distance. The set of distributions over draws is also a metric space, using Kantorovich-over-Kantorovich. It is shown that these three draw operations are all isometries, that is, they exactly preserve the Kantorovich distances. Further, drawing is studied in the limit, both for large urns and for large draws. First it is shown that, as the urn size increases, the Kantorovich distances go to zero between hypergeometric and multinomial draws, and also between Pólya and multinomial draws. Second, it is shown that, as the drawsize increases, the Kantorovich distance goes to zero (in probability) between an urn and (normalised) multinomial draws from the urn. These results are known, but here, they are formulated in a novel metric manner as limits of Kantorovich distances. We call these two limit results the law of large urns and the law of large draws.
title Drawing with Distance
topic Logic in Computer Science
Probability
url https://arxiv.org/abs/2405.18182